+4,733.2%
HD vs TD
+7,879.0%
-3,145.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -8.4% | +0.4% | -8.8% | -8.7% |
| 3M | +4.3% | +7.6% | -3.3% | +0.3% |
| 6M | -11.1% | +25.0% | -36.1% | -20.7% |
| YTD | -4.7% | +31.0% | -35.7% | -17.1% |
| 1Y | -19.8% | +65.2% | -85.0% | -38.1% |
| 3Y | +4.1% | +122.5% | -118.4% | -31.6% |
| 5Y | +10.3% | +124.8% | -114.5% | -28.8% |
| 10Y | +203.2% | +298.2% | -95.1% | +43.2% |
| All | +4,733.2% | +7,879.0% | -3,145.8% | +481.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling